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  • Search: subject:"stochastic optimisation"
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Year of publication
Subject
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stochastic optimisation 29 Theorie 22 Theory 22 Mathematical programming 16 Mathematische Optimierung 16 Stochastic optimisation 15 Stochastic process 14 Stochastischer Prozess 14 Inventory model 7 Lagerhaltungsmodell 7 Scheduling problem 6 Scheduling-Verfahren 6 Algorithm 5 Algorithmus 5 Lagermanagement 5 Lieferkette 5 Risiko 5 Risk 5 Simulation 5 Supply chain 5 Warehouse management 5 Decision under uncertainty 4 Entscheidung unter Unsicherheit 4 Portfolio selection 4 Portfolio-Management 4 Production planning 4 Produktionsplanung 4 service level 4 Demand 3 Durchlaufzeit 3 Heuristics 3 Heuristik 3 Lead time 3 Nachfrage 3 Production control 3 Produktionssteuerung 3 Real options analysis 3 Realoptionsansatz 3 Risikomanagement 3 Risk management 3
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Online availability
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Undetermined 31 Free 10 CC license 1
Type of publication
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Article 45 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 33 Aufsatz in Zeitschrift 33 Congress Report 1 Thesis 1
Language
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English 36 Undetermined 16 German 1
Author
All
Chu, Chengbin 4 Chu, Feng 4 Liu, Ming 4 Liu, Xin 4 Zheng, Feifeng 3 Berg, Ernst 2 Gruler, Aljoscha 2 Juan, Angel A. 2 PICCIRILLI, Giulio 2 Starp, Michael 2 Abad, Prakash 1 Adamson, David 1 Afshari, Hamid 1 Aghezzaf, El-Houssaine 1 Ahmed, Ramin 1 Ajovalasit, Samantha 1 Alina KvietkauskienÄ— 1 Altan, Başak 1 Bagci, Faith 1 Ball, Robin 1 Barth, Rudiger 1 Basu, Sankarshan 1 Brand, Heike 1 Branke, Juergen 1 Calvet, Laura 1 Cheikhrouhou, Naoufel 1 Christensen, Jonas 1 Cleland, Nigel 1 Consiglio, Andrea 1 Costa, Bernardo Freitas Paulo da 1 Dacre, Marcus 1 Diallo, Claver 1 Djelloul, Imene 1 Doan, Xuan Vinh 1 Dolgui, Alexandre 1 Drovandi, Christopher C. 1 Dutta, Gautam 1 Ekici, Ali 1 ElMekkawy, Terek Y. 1 Elyasi, Milad 1
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Institution
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Crawford School of Public Policy, Australian National University 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Faculty of Economics, University of Cambridge 1 International Association of Agricultural Economists - IAAE 1 School of Economics, University of Queensland 1 Society for Computational Economics - SCE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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International journal of production research 12 European journal of operational research : EJOR 3 Journal of the Operational Research Society 2 Rivista Internazionale di Scienze Sociali 2 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 1 Annals of the Institute of Statistical Mathematics 1 Cambridge Working Papers in Economics 1 Computational Management Science : CMS 1 Computational Statistics & Data Analysis 1 Computers & operations research : an international journal 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Computing in Economics and Finance 2003 1 Departmental Working Papers / Crawford School of Public Policy, Australian National University 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Economics and Applied Informatics 1 Energies 1 Energy 1 European journal of industrial engineering : EJIE 1 Finance and stochastics 1 International Journal of Computational Economics and Econometrics 1 International Journal of Global Energy Issues 1 International Journal of Transitions and Innovation Systems 1 International journal of applied management science 1 International journal of business performance and supply chain modelling : IJBPSCM 1 International journal of logistics systems and management 1 International journal of production economics 1 International journal of revenue management : IJRM 1 International journal of services and operations management : IJSOM 1 Journal of agricultural economics 1 Journal of air transport management 1 MPRA Paper 1 Management Science 1 Risk and Sustainable Management Group Working Papers 1 Risks : open access journal 1 Technology analysis & strategic management 1 Transportation research / E : an international journal 1
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Source
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ECONIS (ZBW) 33 RePEc 18 BASE 2
Showing 41 - 50 of 53
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Verteilungswirkungen anreizorientierter Sozialpolitik : das deutsche Rentenversicherungs- und Steuersystem in der Perspektive dynamischer Lebenszyklusmodelle
Grub, Martin - 2005
Drei große Reformenpakete und eine Reihe kleinerer Begleitmaßnahmen prägen das renten¬politische Erbe der rot-grünen Bundesregierung. Einerseits greifen sie Trends in der Reformpolitik seit Beginn der 90er Jahre auf. So verstärkt die Rentenstrukturreform 2001 beispielsweise die...
Persistent link: https://www.econbiz.de/10009433682
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Minimisation of a heat exchanger networks' cost over its lifetime
Nemet, Andreja; Klemeš, Jiří Jaromír; Kravanja, Zdravko - In: Energy 45 (2012) 1, pp. 264-276
The optimal design of heat exchanger networks (HENs) has a great influence on the profitability of a plant. The optimisation is based on trade-offs between investment and operational cost. The full lifetime of the HEN and future utility prices have to be considered rather than optimising HEN on...
Persistent link: https://www.econbiz.de/10011054217
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Revisiting deterministic extended-path: a simple and accurate solution method for macroeconomic models
Love, David R.F. - In: International Journal of Computational Economics and … 1 (2010) 3/4, pp. 309-316
The deterministic extended-path (EP) method for solving dynamic stochastic optimisation problems approximates …
Persistent link: https://www.econbiz.de/10010669418
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Stochastic Model of Demand for Medical Care with Endogenous Labour Supply and Health Insurance
Sidorenko, Alexandra - Crawford School of Public Policy, Australian National … - 2001
Wiener processes. The model uses a continuous time stochastic optimisation technique to derive optimal solutions for …
Persistent link: https://www.econbiz.de/10005115691
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Hours and Employment in a Stochastic Model of the Firm
PICCIRILLI, Giulio - In: Rivista Internazionale di Scienze Sociali 117 (2009) 1, pp. 85-111
This paper studies how firms adapt hours and employment to changes in business conditions. For this purpose we build a formal model which accounts for dynamic uncertainty and costly adjustments on both margins of the labour input. Using stochastic methods we find that the optimal employment...
Persistent link: https://www.econbiz.de/10010878151
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Hours and Employment in a Stochastic Model of the Firm
PICCIRILLI, Giulio - In: Rivista Internazionale di Scienze Sociali (2009) 1, pp. 85-111
This paper studies how firms adapt hours and employment to changes in business conditions. For this purpose we build a formal model which accounts for dynamic uncertainty and costly adjustments on both margins of the labour input. Using stochastic methods we find that the optimal employment...
Persistent link: https://www.econbiz.de/10010571193
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A Business Process Management System based on a General Optimium Criterion
MAZILESCU, Vasile; SARPE, Daniela; NECULITA, Mihaela; … - In: Economics and Applied Informatics (2009) 1, pp. 77-92
Business Process Management Systems (BPMS) provide a broad range of facilities to manage operational business processes. These systems should provide support for the complete Business Process Management (BPM) life-cycle (16): (re)design, configuration, execution, control, and diagnosis of...
Persistent link: https://www.econbiz.de/10008692123
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The achievable region approach to the optimal control of stochastic systems
Dacre, Marcus; Glazebrook, Kevin; Niño-Mora, José - Department of Economics and Business, Universitat … - 1998
The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of …
Persistent link: https://www.econbiz.de/10005772495
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Regional electricity price differences due to intermittent wind power in Germany: impact of extended transmission and storage capacities
Barth, Rudiger; Brand, Heike; Swider, Derk Jan; Weber, … - In: International Journal of Global Energy Issues 25 (2006) 3/4, pp. 276-297
A fast growth of installed wind power capacity has been experienced in several European countries. In Germany, notably high wind power capacities are planned in the North. If the existing transmission capacities between individual regions become insufficient, the electricity prices will differ...
Persistent link: https://www.econbiz.de/10010669992
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Nuclear Power: a Hedge against Uncertain Gas and Carbon Prices?
Roques, F.A.; Nuttall, W.J.; Newbery, D.M.; de Neufville, R. - Faculty of Economics, University of Cambridge - 2005
technologies have an overlooked ‘option value’ given fuel and carbon price uncertainty. Stochastic optimisation estimates the …
Persistent link: https://www.econbiz.de/10005647463
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